Prepare brownie mix according to package directions; stir in pecans.
Spoon batter into a greased 13 x 9 inch baking pan.
Bake at 350 degrees for 25 minutes.
Remove from oven and sprinkle mini marshmallows over hot brownies.
Combine chocolate, milk, and butter in a heavy saucepan.
Cook over low heat until chocolate and butter melt, stirring often.
Remove from heat.
Transfer to a medium mixing bowl.
Add powdered sugar and vanilla; beat at low speed with an electric mixer until smooth.
Spread over brownies.
Cool in pan on a wire rack, and cut into bars.